default search action

combined dblp search
author search
venue search
publication search

ask others

"Kernel density estimation based distributionally robust mean-CVaR ..."

Wei Liu, Li Yang, Bo Yu (2022)

> Home

Details and statistics

DOI: 10.1007/S10898-022-01177-5

access: closed

type: Journal Article

metadata version: 2022-11-13

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jgo/LiuYY22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jgo/LiuYY22
Wei Liu, Li Yang, Bo Yu:
Kernel density estimation based distributionally robust mean-CVaR portfolio optimization. J. Glob. Optim. 84(4): 1053-1077 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.